+217.0%
HUT vs EXC
+133.7%
+83.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +3.7% | -1.7% | +5.4% | +3.9% |
| 30D | -32.3% | +9.3% | -41.7% | -35.0% |
| 3M | -35.6% | +1.0% | -36.7% | -36.3% |
| 6M | -42.1% | +5.9% | -48.0% | -44.4% |
| YTD | +24.1% | +7.6% | +16.5% | +17.0% |
| 1Y | +27.9% | +2.4% | +25.5% | +23.3% |
| 3Y | +409.1% | +30.2% | +378.9% | +314.9% |
| 5Y | -25.9% | +41.4% | -67.3% | -42.7% |
| All | +217.0% | +133.7% | +83.4% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling